-20.2%
INVH vs BMRN
-16.0%
-4.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -3.0% | -1.3% | -1.7% | -2.8% |
| 30D | -7.5% | -6.5% | -1.0% | -6.5% |
| 3M | -5.5% | +18.3% | -23.8% | -8.6% |
| 6M | +11.7% | +8.9% | +2.8% | +9.5% |
| YTD | +1.3% | +10.5% | -9.2% | -1.1% |
| 1Y | -6.1% | +17.5% | -23.6% | -10.0% |
| 3Y | -9.8% | -27.7% | +17.9% | -5.3% |
| All | -20.2% | -16.0% | -4.2% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling